Reading the "Examining the Scriptures Daily" on the train. Other religious types will have out their Koran, Bible, or whatever.
Distinguishing from Mormons...the Mormons are always same-sex pairings, the young men can shed their suit jackets, Mormons have name-tags, and they are always youthful.
Distinguishing from Mennonites and Hutterites, Jehovah's Witnesses don't wear cowboy hats, and women wear more contemporary clothing.